NVAX - Options Database

NVAX

NOVAVAX INC

$12.23 -2.63%

(10/5 18:03) ◀

Tuesday, October 6, 2026 (9:35am)

▶ (10/6 09:40)

◀ 10/6 09:35 ▶

Option Volume

Detail

ℹ

Current (10/06 9:35am) 2,744

Calls: 1,537 (56%)

Puts: 1,207 (44%)

Prior (09/02) 2,295

Calls: 2,281 (99%)

Puts: 14 (1%)

Current vs Prior +19.56%

Calls: -32.62% (Calls)

Puts: +8521.43% (Puts)

Prior 7-Day Total 153,634

Calls: 135,997 (89%)

Puts: 17,637 (11%)

Prior 7-Day Average 21,947

Calls: 19,428 (89%)

Puts: 2,519 (11%)

Current vs Prior 7-Day Avg -87.50%

Calls: -92.09%

Puts: -52.10%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:35am) $125.6K

Calls: $79.5K (63%)

Puts: $46.1K (37%)

Prior (09/02) $111.7K

Calls: $111.2K (100%)

Puts: $517 (0%)

Current vs Prior +12.48%

Calls: -28.50%

Puts: +8826.11%

Prior 7-Day Total $11.13M

Calls: $10.17M (91%)

Puts: $960.8K (9%)

Prior 7-Day Average $1.59M

Calls: $1.45M (91%)

Puts: $137.3K (9%)

Current vs Prior 7-Day Avg -92.10%

Calls: -94.53%

Puts: -66.38%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:35am) 0.79

Prior (09/02) 0.01

Current vs Prior +12694.72%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +502.42%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 9:35am) 279,413

Calls: 185,283 (66%)

Puts: 94,130 (34%)

Prior (09/02) 244,196

Calls: 154,879 (63%)

Puts: 89,317 (37%)

Current vs Prior +14.42%

Prior 7-Day Total 1,459,262

Calls: 960,941 (66%)

Puts: 498,321 (34%)

Prior 7-Day Average 208,466

Calls: 137,277 (66%)

Puts: 71,188 (34%)

Current vs Prior 7-Day Avg +34.03%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)

Current 13.08% | 17.91%17.91% | 26.66%

Prior 6.94% | 10.69%6.94% | 17.18%

Current vs Prior +88.52% | +67.45%+158.03% | +55.17%

Prior 7-Day Avg 9.29% | 12.93%14.74% | 21.26%

Current vs 7-Day Avg +40.85% | +38.52%+21.49% | +25.36%

Prior 7-Day Eod 6.94% | 10.69%19.90% | 29.06%

Current vs 7-Day Eod +88.52% | +67.45%-10.04% | -8.27%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 31.82% | 54.17%

Calls: 34.15% | 50.46%

Puts: 29.49% | 57.89%

Prior 16.10% | 35.97%

Calls: 20.00% | 2.70%

Puts: 12.20% | 69.23%

Current vs Prior +97.64% | +50.60%

Prior 7-Day Avg 42.27% | 48.66%

Calls: 34.99% | 31.45%

Puts: 49.56% | 65.87%

Current vs 7-Day Avg -24.72% | +11.33%

Liquidity Expensive

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Moderately bullish flow with 63% call dollar volume ($79.5K). P/C ratio rising 12695% - increased hedging/bearish positioning. Call-heavy open interest (185,283 calls vs 94,130 puts) suggests bullish positioning.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
10:35	BULLISH	BULLISH	BULLISH
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.70	0.85	$0.77	19.5%	21	0.44	10.6K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.67, highest 0.90)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Oct 16	2.20	2.98	$2.59	30.1%	3	0.90	4.0K
$10.50	Oct 9	1.63	2.19	$1.91	29.3%	--	0.89	332
$10.00	Oct 9	1.90	2.65	$2.28	32.9%	--	0.89	266
$10.50	Oct 16	1.40	2.42	$1.91	53.4%	--	0.82	129
$11.00	Oct 9	1.20	1.74	$1.47	36.7%	--	0.82	1.6K

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 9	0.98	1.29	$1.14	27.2%	8	0.61	157
$13.00	Oct 16	1.12	1.87	$1.50	50.0%	--	0.56	112
$12.50	Oct 9	0.66	0.89	$0.78	29.5%	20	0.52	165

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 2.0K, top 1.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 9	0.40	0.50	$0.45	22.2%	280	0.38	2.3K
$12.00	Oct 9	0.68	0.96	$0.82	34.1%	216	0.60	1.2K
$14.00	Oct 9	0.18	0.35	$0.27	63.0%	71	0.24	1.9K
$12.50	Oct 9	0.43	0.76	$0.60	55.0%	34	0.48	845
$12.00	Nov 20	1.45	2.15	$1.80	38.9%	30	0.59	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Oct 23	0.07	0.60	$0.34	155.9%	1.0K	0.26	4.0K
$12.00	Oct 9	0.40	0.57	$0.49	34.7%	54	0.40	335
$10.50	Oct 16	0.12	0.40	$0.26	107.7%	22	0.18	844
$12.50	Oct 9	0.66	0.89	$0.78	29.5%	20	0.52	165
$12.00	Oct 16	0.70	1.10	$0.90	44.4%	17	0.42	12

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 46.4%, max 76.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$14.00	Oct 9	Nov 20	172.7%	98.0%	76.2%	73	2.3K
$11.50	Oct 9	Nov 6	145.4%	88.6%	64.0%	3	1.4K
$13.50	Oct 9	Oct 30	176.8%	110.3%	60.2%	--	1.4K
$12.50	Oct 9	Nov 13	145.8%	92.0%	58.4%	34	857
$13.00	Oct 9	Nov 20	155.4%	102.1%	52.2%	281	2.4K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.00	Oct 9	Nov 20	140.4%	93.6%	50.0%	14	273
$12.00	Oct 9	Nov 20	137.3%	93.8%	46.3%	56	345
$13.00	Oct 9	Oct 16	155.4%	131.4%	18.2%	8	269
$12.50	Oct 9	Oct 16	145.8%	125.5%	16.2%	35	168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 4.00, avg 1.64)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$11.00	Oct 30	$0.10	$0.40	$0.10	71%	4.00	$10.60
$12.00	$13.00	Nov 20	$0.33	$0.67	$0.33	59%	2.03	$12.33
$11.00	$11.50	Oct 16	$0.18	$0.32	$0.18	74%	1.78	$11.18
$10.00	$11.00	Nov 20	$0.63	$0.37	$0.63	78%	0.59	$10.63
$12.00	$12.50	Oct 16	$0.15	$0.35	$0.15	58%	2.33	$12.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.50	$12.00	Oct 16	$0.22	$0.28	$0.22	49%	1.27	$12.28
$12.00	$11.50	Oct 9	$0.16	$0.34	$0.16	40%	2.13	$11.84
$11.50	$11.00	Oct 9	$0.16	$0.34	$0.16	28%	2.12	$11.34
$11.00	$10.50	Oct 16	$0.16	$0.34	$0.16	26%	2.13	$10.84
$12.50	$12.00	Oct 9	$0.29	$0.21	$0.29	52%	0.72	$12.21

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.69, avg 0.71)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$13.50	$14.00	Oct 23	$0.32	$0.32	$0.18	61%	1.78	$13.82
$13.50	$14.00	Oct 30	$0.26	$0.26	$0.24	58%	1.08	$13.76
$12.50	$13.00	Oct 30	$0.31	$0.31	$0.19	48%	1.63	$12.81
$13.50	$14.00	Oct 16	$0.23	$0.23	$0.27	61%	0.85	$13.73
$14.00	$14.50	Oct 9	$0.11	$0.11	$0.39	76%	0.28	$14.11

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$10.00	Nov 20	$0.41	$0.41	$0.59	69%	0.69	$10.59
$12.00	$11.00	Oct 16	$0.48	$0.48	$0.52	58%	0.92	$11.52
$12.00	$11.00	Nov 20	$0.49	$0.49	$0.51	60%	0.96	$11.51
$10.50	$10.00	Oct 16	$0.13	$0.13	$0.37	82%	0.35	$10.37
$11.00	$10.50	Oct 16	$0.16	$0.16	$0.34	74%	0.47	$10.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.34, cheapest $0.35)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.50	Oct 9	Oct 16	$0.35	176.8%	148.1%
$12.00	Oct 9	Oct 16	$0.25	137.3%	110.4%
$13.00	Oct 9	Oct 16	$0.32	155.4%	131.4%
$12.50	Oct 9	Oct 16	$0.32	145.8%	125.5%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.00	Oct 9	Oct 16	$0.41	137.3%	110.4%
$13.00	Oct 9	Oct 16	$0.36	155.4%	131.4%
$12.50	Oct 9	Oct 16	$0.34	145.8%	125.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 10.71% of stock, avg 15.57%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$12.00	Oct 9	$0.82	$0.49	$1.31	$10.69	$13.31	10.71%
$12.50	Oct 9	$0.60	$0.78	$1.38	$11.12	$13.88	11.28%
$11.50	Oct 9	$1.08	$0.33	$1.41	$10.09	$12.91	11.53%
$13.00	Oct 9	$0.45	$1.14	$1.59	$11.41	$14.59	13.00%
$12.00	Oct 16	$1.07	$0.90	$1.97	$10.03	$13.97	16.11%
$12.50	Oct 16	$0.92	$1.12	$2.04	$10.46	$14.54	16.68%
$13.00	Oct 16	$0.77	$1.50	$2.27	$10.73	$15.27	18.56%
$12.00	Nov 20	$1.80	$1.46	$3.26	$8.74	$15.26	26.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 2.04% of stock, avg 8.65%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$14.50	$10.50	Oct 9	$0.16	$0.09	$0.25	$10.25	$14.75
$14.50	$10.00	Oct 9	$0.16	$0.12	$0.28	$9.72	$14.78
$14.50	$11.00	Oct 9	$0.16	$0.17	$0.33	$10.67	$14.83
$14.00	$10.50	Oct 9	$0.27	$0.09	$0.36	$10.14	$14.36
$14.00	$10.00	Oct 9	$0.27	$0.12	$0.39	$9.61	$14.39
$14.00	$11.00	Oct 9	$0.27	$0.17	$0.44	$10.56	$14.44
$14.50	$11.50	Oct 9	$0.16	$0.33	$0.49	$11.01	$14.99
$13.50	$10.50	Oct 9	$0.40	$0.09	$0.49	$10.01	$13.99
$14.00	$11.50	Oct 9	$0.27	$0.33	$0.60	$10.90	$14.60
$13.50	$10.00	Oct 9	$0.40	$0.12	$0.52	$9.48	$14.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.17, avg credit $0.28)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
11/12	14/14	Oct 9	$0.27	$0.23	47%	1.17	$11.23	$14.27
11/12	14/14	Oct 9	$0.29	$0.21	39%	1.38	$11.21	$13.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 11.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.50	$11.00	$11.50	Oct 9	$0.05	$0.45	17%	9.00
$12.00	$12.50	$13.00	Oct 9	$0.07	$0.43	22%	6.14
$11.50	$12.00	$12.50	Nov 6	$0.08	$0.42	11%	5.25
$12.50	$13.00	$13.50	Oct 9	$0.10	$0.40	16%	4.00
$11.00	$11.50	$12.00	Oct 9	$0.13	$0.37	22%	2.85

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$11.00	$12.00	Nov 20	$0.08	$0.92	19%	11.50
$12.00	$12.50	$13.00	Oct 9	$0.07	$0.43	22%	6.14
$10.50	$11.00	$11.50	Oct 9	$0.08	$0.42	18%	5.25
$11.50	$12.00	$12.50	Oct 9	$0.13	$0.37	23%	2.85
$10.00	$10.50	$11.00	Oct 9	$0.11	$0.39	8%	3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.31, 18 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.50	$11.00	1:2	Oct 23	-$0.31	$0.19
$13.50	$14.00	1:2	Oct 23	-$0.17	$0.33
$13.50	$14.00	1:2	Oct 9	-$0.14	$0.36
$12.50	$13.00	1:2	Oct 9	-$0.30	$0.20
$12.00	$12.50	1:2	Oct 9	-$0.38	$0.12

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.00	$10.00	1:2	Nov 20	-$0.15	$0.85
$12.50	$12.00	1:2	Oct 9	-$0.20	$0.30
$11.00	$10.50	1:2	Oct 16	-$0.10	$0.40
$12.00	$11.50	1:2	Oct 9	-$0.17	$0.33
$10.50	$10.00	1:2	Oct 9	-$0.15	$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 7.85%, avg 4.20%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$14.00	Nov 20	$0.96	0.42	14.5%	7.85%	22.32%	2	364
$13.00	Nov 20	$1.14	0.51	6.3%	9.32%	15.62%	1	152
$13.00	Oct 23	$0.78	0.43	6.3%	6.38%	12.67%	4	5.1K
$14.00	Oct 30	$0.40	0.37	14.5%	3.27%	17.74%	5	103
$13.00	Oct 16	$0.70	0.44	6.3%	5.72%	12.02%	21	10.6K
$13.00	Nov 6	$0.66	0.48	6.3%	5.40%	11.69%	--	52
$13.50	Oct 16	$0.49	0.39	10.4%	4.01%	14.39%	1	121
$12.50	Nov 6	$0.83	0.52	2.2%	6.79%	8.99%	5	210
$13.50	Oct 23	$0.43	0.39	10.4%	3.52%	13.90%	--	11
$12.50	Oct 16	$0.78	0.50	2.2%	6.38%	8.59%	25	813

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Current Put/Call Breakdown

Total Calls 1,537

Total Puts 1,207

Put/Call Ratio 0.79

Net Difference 330

Prior's Put/Call Breakdown

Total Calls 2,281

Total Puts 14

Put/Call Ratio 0.01

Net Difference 2,267

Prior 7-Day Put/Call Summary

Total Calls 135,997

Total Puts 17,637

Average Put/Call Ratio 0.13

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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